scientific article; zbMATH DE number 6542452

MaRDI QIDQ5744519zbMATH OpenFDO

Authors Wuyuan Jiang, Chaoqun Ma

Publication date 18 February 2016

zbMATH Keywords

Laplace transformtwo classes of risk processesintegro-differential equationstochastic incomeexpected discounted penalty function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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• On approximations to the ruin probability for the classical risk process
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums

Cited in

(4)

• Risk process with stochastic income and two-step premium rate
• An insurance risk process with a generalized income process: a solvency analysis
• Measuring Process Risk in Income Protection Insurance
• Analysis of ruin measures in a class of risk models

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